Absolutely -- but I'm talking about signalling your intent to make a joke.

Obviously the less overt signalling you can get away with, the better the joke is for those who get it. But if you provide so little that people confuse the joke for genuine ignorance, the joke isn't working as well as it could. I'm not the official joke arbiter by any means, but I did read your comment and think about whether you intended this specific joke, and concluded that you probably didn't.